-30.1%
NVTS vs IP
-17.1%
-13.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -7.2% |
| 7D | +3.9% | -0.3% | +4.2% | +4.2% |
| 30D | -4.3% | +7.9% | -12.3% | -8.4% |
| 3M | -34.5% | -15.3% | -19.2% | -28.6% |
| 6M | -57.7% | +10.5% | -68.2% | -61.2% |
| YTD | +25.4% | -9.4% | +34.7% | +24.2% |
| 1Y | +13.1% | -4.6% | +17.8% | +7.7% |
| 3Y | +48.9% | +21.2% | +27.7% | +1.4% |
| 5Y | -51.8% | -13.3% | -38.5% | -53.7% |
| All | -30.1% | -17.1% | -13.0% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling